//+------------------------------------------------------------------+ //| VHF.mq5 | //| Copyright © 2010, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2010, Nikolay Kositsin" #property link "farria@mail.redcom.ru" //---- indicator version #property version "1.00" //---- drawing the indicator in a separate window #property indicator_separate_window //---- number of the indicator buffers #property indicator_buffers 1 //---- only one plot is used #property indicator_plots 1 //+-----------------------------------+ //| Indicator drawing parameters | //+-----------------------------------+ //---- drawing the indicator as a line #property indicator_type1 DRAW_LINE //---- use blue violet color for the indicator line #property indicator_color1 BlueViolet //---- the indicator line is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator line label #property indicator_label1 "VHF" //+-----------------------------------+ //| Indicator input parameters | //+-----------------------------------+ input int N=28; // Indicator period //+-----------------------------------+ //---- declaration of a dynamic array that //---- will be used as an indicator buffer double ExtLineBuffer[]; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //---- declaration of dynamic arrays that //---- will be used as ring buffers int Count[]; double Temp[]; //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos(int &CoArr[],// return the current value of the price series by the link int Size) // number of the elements in the ring buffer { //---- int numb,Max1,Max2; static int count=1; Max2=Size; Max1=Max2-1; count--; if(count<0) count=Max1; for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //---- } //+------------------------------------------------------------------+ //| VHF indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- initialization of variables of the start of data calculation min_rates_total=N+1; //---- memory distribution for variables' arrays ArrayResize(Count,N); ArrayResize(Temp,N); //---- initialization of the variables arrays ArrayInitialize(Count,0); ArrayInitialize(Temp,0.0); //---- set ExtLineBuffer dynamic array as an indicator buffer SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA); //---- performing the shift of the beginning of the indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- indexing the elements in the buffer as timeseries ArraySetAsSeries(ExtLineBuffer,true); //---- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"VHF( N = ",N,")"); //--- creation of the name to be displayed in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //---- initialization end } //+------------------------------------------------------------------+ //| JJRSX iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// number of bars calculated at previous call const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(rates_totalrates_total || prev_calculated<=0)// checking for the first start of the indicator calculation limit=rates_total-2; // calculated number of all bars else limit=rates_total-prev_calculated; // starting index for calculation of new bars //---- indexing elements in arrays as timeseries ArraySetAsSeries(close,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); maxbar=rates_total-min_rates_total-1; //---- main indicator calculation loop for(bar=limit; bar>=0; bar--) { Temp[Count[0]]=MathAbs(close[bar]-close[bar+1]); if(bar0) Recount_ArrayZeroPos(Count,N); } //---- return(rates_total); } //+------------------------------------------------------------------+